+313.5%
OKLO vs DECK
+34.7%
+278.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.2% |
| 7D | +2.8% | -2.2% | +5.0% | +3.4% |
| 30D | -4.0% | -13.6% | +9.6% | -0.9% |
| 3M | -36.9% | -21.2% | -15.6% | -33.7% |
| 6M | -37.1% | -21.1% | -16.0% | -33.9% |
| YTD | -42.5% | -17.2% | -25.3% | -40.6% |
| 1Y | -40.7% | -30.7% | -10.0% | -36.7% |
| 3Y | +299.1% | -3.4% | +302.5% | +345.8% |
| 5Y | +317.3% | +25.5% | +291.7% | +368.2% |
| All | +313.5% | +34.7% | +278.8% | +362.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling